Pages that link to "Item:Q3432384"
From MaRDI portal
The following pages link to Convergence rate of b-spline estimators of nonparametric conditional quantile functions<sup>∗</sup> (Q3432384):
Displaying 43 items.
- Local Asymptotics for B-Spline Estimators of the Varying Coefficient Model (Q3155315) (← links)
- Variable Selection in Semiparametric Quantile Modeling for Longitudinal Data (Q3462363) (← links)
- M-estimation and B-spline approximation for varying coefficient models with longitudinal data (Q3535704) (← links)
- Partial Linear Models for Longitudinal Data Based on Quadratic Inference Functions (Q3608254) (← links)
- Measuring Firm Performance By Using Linear and Non-Parametric Quantile Regressions (Q3638851) (← links)
- EFFICIENT SEMIPARAMETRIC ESTIMATION OF A PARTIALLY LINEAR QUANTILE REGRESSION MODEL (Q4449527) (← links)
- (Q4844359) (← links)
- Asymptotic behaviour of nonparametric conditional quantile estimates for time series (Q4855331) (← links)
- A fast and efficient implementation of qualitatively constrained quantile smoothing splines (Q4970895) (← links)
- Model Selection via Bayesian Information Criterion for Quantile Regression Models (Q4975344) (← links)
- (Q4999080) (← links)
- (Q5004043) (← links)
- Network-adaptive robust penalized estimation of time-varying coefficient models with longitudinal data (Q5040521) (← links)
- Multiple smoothing parameters selection in additive regression quantiles (Q5070484) (← links)
- M-estimation and model identification based on double SCAD penalization (Q5075480) (← links)
- B-spline estimation for partially linear varying coefficient composite quantile regression models (Q5077901) (← links)
- Estimation for the censored partially linear quantile regression models (Q5085032) (← links)
- Principal single-index varying-coefficient models for dimension reduction in quantile regression (Q5107741) (← links)
- SPECIFICATION TESTING IN NONPARAMETRIC INSTRUMENTAL QUANTILE REGRESSION (Q5118573) (← links)
- Cross-validating fit and predictive accuracy of nonlinear quantile regressions (Q5124973) (← links)
- Functional Censored Quantile Regression (Q5130633) (← links)
- (Q5149019) (← links)
- Simultaneous structure estimation and variable selection in partial linear varying coefficient models for longitudinal data (Q5220801) (← links)
- Shape testing in quantile varying coefficient models with heteroscedastic error (Q5266570) (← links)
- Focused information criterion and model averaging based on weighted composite quantile regression (Q5418630) (← links)
- Estimation of scale functions to model heteroscedasticity by regularised kernel-based quantile methods (Q5419463) (← links)
- Quantile regression when the covariates are functions (Q5717559) (← links)
- Estimation in quantile regression models for correlated data with diverging number of covariates and large cluster sizes (Q5875307) (← links)
- On the use of \(L\)-functionals in regression models (Q6083244) (← links)
- Asymptotics and smoothing parameter selection for penalized spline regression with various loss functions (Q6085835) (← links)
- Estimation of complier expected shortfall treatment effects with a binary instrumental variable (Q6152629) (← links)
- Spline local basis methods for nonparametric density estimation (Q6158228) (← links)
- Asymptotics for penalized spline estimators in quantile regression (Q6169377) (← links)
- Nonparametric Quantile Regression for Homogeneity Pursuit in Panel Data Models (Q6190735) (← links)
- Quantile regression by dyadic CART (Q6200907) (← links)
- Better nonparametric confidence intervals via robust bias correction for quantile regression (Q6541783) (← links)
- Random projections for quantile ridge regression (Q6541799) (← links)
- A naïve Bayes regularized logistic regression estimator for low-dimensional classification (Q6596688) (← links)
- Robust Estimation of Additive Boundaries With Quantile Regression and Shape Constraints (Q6620889) (← links)
- Quantile partially linear additive model for data with dropouts and an application to modeling cognitive decline (Q6625806) (← links)
- Variable screening and selection for ultra-high dimensional additive quantile regression with missing data (Q6631980) (← links)
- Element-wise estimation error of generalized Fused Lasso (Q6635710) (← links)
- A non-classical parameterization for density estimation using sample moments (Q6640096) (← links)